You are confusing how something is stored and how it "prints".
You can use paste to combine a with something else, but if you print it then the printed representation will have to escape the , but if you output it to a file or the screen using cat instead, then you get the single , for example:
> tmp <- paste( "", "cite{", sep="" )
> print(tmp)
[1] "\cite{"
> cat(tmp, "
")
cite{
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